Equity Derivatives Quantitative Developer - VP London (C++)
Your future employer are a Tier 1 US Investment bank.
They are on the lookout for a talented Quantitative Developer to join their Equity Derivatives Quantitative Development group in New York. The role will involve being responsible for quant library architecture and implementation of Business logic layer. The role will have a heavily C++ orientated and interface with technology. Product knowledge welcomed but not a necessity.Requirements of the Quantitative Developer Role (C++):
- Front Office development experience.
- Degree in computer science or a mathematical subject (Maths/Physics/Engineering etc).
- Must have worked in a FO QD role for at least 3 years.
- 2 + years C++ experience.
- Open on asset class.
This role is a critical hire and as such they are willing to be very flexible in what they offer to get the right person on board.
If this sounds like something you would at least like to hear more about please forward your CV or call on +44(0)20 7780 6706Reference
: Equity Derivatives Quantitative Developer (C++)Location
: £100,000 - £130,000 + Substantial Bonus, Pension, MedicalContact
: Alastair AndressTelephone
: +44(0)20 7780 6706